The Perfect Storm: Meet the Winners of 'Give Me Some Credit'

How does it feel to have done so well in a contest with almost 1000 teams?

EJ: Pretty amazing, especially when it was such an intense competition with so many good competitors. Personally, I felt a strong sense of achievement together as a team.

AS: It feels great, particularly because we won by such a well-defined margin. The gap between first and second place was the largest gap in the top 500 placings.

What were your backgrounds prior to entering this challenge?

EJ: My background is in statistics and econometric modelling. More recently I've worked in data mining and machine learning for Deloitte Analytics Australia, where I am a Senior Analyst.

AS: My formal background is in mathematics and statistics. I am a largely self-taught programmer, and have written a number of R packages. I do not work in data mining, but have picked up an interest in it over the last year or so, mainly due to Kaggle! I am an academic, originally from London, and have studied or worked at universities in England, Singapore, China and Australia.

What preprocessing and supervised learning methods did you use?

AS: We tried many different supervised learning methods, but we decided to keep our ensemble to only those things that we knew would improve our score through cross-validation evaluations. In the end we only used five supervised learning methods: a random forest of classification trees, a random forest of regression trees, a classification tree boosting algorithm, a regression tree boosting algorithm, and a neural network.

This competition had a fairly simple data set and relatively few features – did that affect how you went about things?

EJ: It meant that the barrier to entry was low, competition would be very intense and everyone would eventually arrive at similar results and methods. Before we formed a team, I knew that I would have to work extra hard and be really innovative in my approach to solving this problem. Collaboration was the last ace and as the competition started to hit the ceiling, I decided to play that card.

What was your most important insight into the data?

EJ: I discovered 2 key features, the first being the total number of late days, and second the difference between income and expense. They turned out to be very predictive!

Were you surprised by any of your insights?

AS: I was surprised at how well neural networks performed. They certainly gave a good improvement over and above more modern approaches based on bagging and boosting. I have tried neural networks in other competitions where they did not perform as well.

How did working in a team help you?

TOGETHER: As individuals, we were unlikely to win. But with Nathaniel's expertise in credit scoring, Alec's expertise in algorithms and Eu Jin's knowledge in data mining, we had something completely different to offer that was really powerful. In a literal sense, we stormed our way up to the top.

Which tools did you use?

TOGETHER: SQL, SAS, R, Viscovery and even Excel!

What have you taken away from this competition?

AS: That data mining is fun when you are in a team, and also how effective a team can be if the skills of its members complement each other. You can learn a lot from the people that you work with.